Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-09 13.284442 15.209718 17.287423 19.692684 22.396729 25.338945 28.778853
2025-02-16 10.350749 12.934187 15.942492 19.689688 24.216431 29.491613 36.086832
2025-02-23 8.823475 11.666653 15.142843 19.678394 25.409447 32.377097 41.452541
2025-03-02 7.769556 10.802487 14.674032 19.934937 26.847157 35.562941 47.319535
2025-03-09 6.884625 10.006093 14.144349 19.970317 27.887576 38.187802 52.501993
2025-03-16 6.083782 9.215539 13.515917 19.770976 28.537916 40.272582 57.025613
2025-03-23 5.538586 8.711705 13.209917 19.947942 29.656417 42.984310 62.471133
2025-03-30 5.206633 8.475310 13.244804 20.581107 31.416739 46.631385 69.352690
2025-04-06 4.701722 7.922364 12.759944 20.400378 31.966002 48.571356 73.890815
2025-04-13 4.061119 7.091567 11.781269 19.391343 31.202819 48.547945 75.556039
2025-04-20 3.831318 6.895387 11.757830 19.829338 32.621198 51.761121 82.085503
2025-04-27 3.612994 6.695248 11.706567 20.208392 33.953590 54.889712 88.610120
2025-05-04 3.297744 6.307407 11.330324 20.053435 34.460098 56.823792 93.477365
2025-05-11 2.991577 5.906097 10.898893 19.773534 34.742592 58.417298 97.889555
2025-05-18 2.780902 5.654248 10.696909 19.854137 35.601251 60.934971 103.836648
2025-05-25 2.613735 5.466122 10.588611 20.081668 36.707088 63.886685 110.592231
2025-06-01 2.434683 5.237431 10.387913 20.127666 37.496493 66.345029 116.637033
2025-06-08 2.237351 4.953384 10.062502 19.923471 37.831765 68.053159 121.502518
2025-06-15 2.108831 4.794092 9.954742 20.102826 38.840589 70.921086 128.401884
2025-06-22 2.046911 4.765390 10.091192 20.740033 40.694551 75.298032 138.017650
2025-06-29 1.892921 4.528289 9.805388 20.558172 41.046116 77.090319 143.272314
2025-07-06 1.662020 4.102018 9.111739 19.542021 39.795133 76.011894 143.488785
2025-07-13 1.601908 4.047089 9.162018 19.983104 41.291313 79.855727 152.482410